On Fri, 21 Jun 2013, Henrique Andrade wrote: > Em 21 de junho de 2013, Logan Kelly escreveu: > > Has anyone worked with time varying parameters models in Gretl? If so, has >> any one published any example code fragments? >> > > Dear Logan, please find attached an example of TVP model estimated using > Gretl. It was mainly written by Jack Lucchetti ( > http://lists.wfu.edu/pipermail/gretl-users/2011-February/005889.html)
You know, I didn't remember this at all, but now that I look at it again, I think it'd make a nice function package. If someone volunteers, I promise I'll do my best to help (I'll be online rather intermittently for a few days). ------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti -------------------------------------------------------
